Senior Developer (ActivePivot)

Senior ActivePivot Developer

•Long term contract
•Hybrid Working – London
•Inside IR35

Introduction:

You will join the Global Risk Systems application development team. The team develops and maintains global risk systems used across this Financial Group. These systems provide functionality for:
•Production and analysis of market risk metrics group-wide
•Provision of the measures needed for Basel 2.5 market risk capital requirements
•Production and analysis of all FRTB-SA and FRTB-IMA measures

The developer will work towards implementing new and enhancing existing application components, specialising in ActivePivot application development. This requires involvement in the full project life cycle from the initial project technical proposal through to analysis, design, implementation and subsequent production rollout and support. This role will expose the individual to the market risk management business areas group-wide, and also to an exciting technology stack.

Key Responsibilities:

•Technical analysis, design and development of new application and service projects, focusing on ActivePivot applications
•Producing detailed design documents
•Adhering to team development standards and practises
•Conducting system testing and supporting user acceptance testing
•Liaising with users from all areas and with other ISD teams including ISD Control and Technical Services
•Participate in the 3rd line production support rota

Skills required:

(Essential)
•Extensive experience within the risk technology domain
•Full lifecycle software development experience with ActivePivot
•Demonstrable understanding of the calculation of common market risk measures (sensitivities, VaR, etc), with exposure to a broad range of financial products
•Experience working directly with market risk managers and/or risk analytics teams
•Experience in projects relating to market risk capital, and in particular FRTB
•Experience working in a team with a global user base

(Desirable)
•Experience in projects relating to market risk capital, and in particular FRTB
•Experience working in a team with a global user base

Technical Knowledge/Skills:

(Essential)
•Aptitude for technical analysis and investigation
•Ability to work with both business and IT staff in a pressured environment
•Well-structured and logical approach to working
•Significant commercial experience designing, implementing and performance tuning ActivePivot risk and/or FO applications
•Solid ActiveUI development proficiency
•Some commercial experience in at with at least one of the following Java integration technologies (e.g. Spring, ESB, web services)
•MongoDB or some relational database implementation experience
•Proficiency in the application of accepted agile software engineering practices, including:
•Test first approaches to software development (TDD/BDD etc.)
•Peer review
•Continuous integration/continuous delivery

(Desirable)
•Commercial exposure to Java frameworks and toolkits including Spring, Tomcat, JMS, Hibernate
•Experience with MongoDB
•Experience in defining and implementing web services (REST paradigm) and data services (experience doing so using reactive frameworks, e.g. WebFlux/node.js, is beneficial)
•Exposure to Apache Spark and the Hadoop ecosystem
•Experience with UI development using react.js and/or Angular
•Exposure to XML technologies such as XML/XSD/JAXB/XSLT
•Exposure to commonly used Python- and/or R-based data science tools
•Experience using MS SQL Server and/or Snowflake
•Familiarity with the Atlassian ALM suite (JIRA, Confluence, Bamboo, BitBucket)
•UNIX skills in particular Linux/RHEL

Other: Strong educational background with BSc/MSc in computer science or other numerate discipline or equivalent.